The Cross-entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation

The Cross-entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation

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The Cross-Entropy Method

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Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathemat

The Cross-Entropy Method

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Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathemat

Simulation and the Monte Carlo Method

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This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for prob

Handbook of Simulation Optimization

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The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established